| Trading Metrics calculated at close of trading on 19-Sep-1995 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-1995 |
19-Sep-1995 |
Change |
Change % |
Previous Week |
| Open |
583.35 |
582.78 |
-0.57 |
-0.1% |
572.68 |
| High |
583.37 |
584.20 |
0.83 |
0.1% |
585.07 |
| Low |
579.36 |
580.75 |
1.39 |
0.2% |
572.68 |
| Close |
582.77 |
584.20 |
1.43 |
0.2% |
583.35 |
| Range |
4.01 |
3.45 |
-0.56 |
-14.0% |
12.39 |
| ATR |
3.64 |
3.62 |
-0.01 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Sep-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
593.40 |
592.25 |
586.10 |
|
| R3 |
589.95 |
588.80 |
585.15 |
|
| R2 |
586.50 |
586.50 |
584.83 |
|
| R1 |
585.35 |
585.35 |
584.52 |
585.93 |
| PP |
583.05 |
583.05 |
583.05 |
583.34 |
| S1 |
581.90 |
581.90 |
583.88 |
582.48 |
| S2 |
579.60 |
579.60 |
583.57 |
|
| S3 |
576.15 |
578.45 |
583.25 |
|
| S4 |
572.70 |
575.00 |
582.30 |
|
|
| Weekly Pivots for week ending 15-Sep-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
617.54 |
612.83 |
590.16 |
|
| R3 |
605.15 |
600.44 |
586.76 |
|
| R2 |
592.76 |
592.76 |
585.62 |
|
| R1 |
588.05 |
588.05 |
584.49 |
590.41 |
| PP |
580.37 |
580.37 |
580.37 |
581.54 |
| S1 |
575.66 |
575.66 |
582.21 |
578.02 |
| S2 |
567.98 |
567.98 |
581.08 |
|
| S3 |
555.59 |
563.27 |
579.94 |
|
| S4 |
543.20 |
550.88 |
576.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
585.07 |
575.47 |
9.60 |
1.6% |
4.04 |
0.7% |
91% |
False |
False |
|
| 10 |
585.07 |
569.00 |
16.07 |
2.8% |
3.29 |
0.6% |
95% |
False |
False |
|
| 20 |
585.07 |
555.20 |
29.87 |
5.1% |
3.38 |
0.6% |
97% |
False |
False |
|
| 40 |
585.07 |
553.08 |
31.99 |
5.5% |
3.73 |
0.6% |
97% |
False |
False |
|
| 60 |
585.07 |
540.72 |
44.35 |
7.6% |
4.15 |
0.7% |
98% |
False |
False |
|
| 80 |
585.07 |
521.38 |
63.69 |
10.9% |
4.23 |
0.7% |
99% |
False |
False |
|
| 100 |
585.07 |
510.90 |
74.17 |
12.7% |
4.20 |
0.7% |
99% |
False |
False |
|
| 120 |
585.07 |
495.70 |
89.37 |
15.3% |
4.06 |
0.7% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
598.86 |
|
2.618 |
593.23 |
|
1.618 |
589.78 |
|
1.000 |
587.65 |
|
0.618 |
586.33 |
|
HIGH |
584.20 |
|
0.618 |
582.88 |
|
0.500 |
582.48 |
|
0.382 |
582.07 |
|
LOW |
580.75 |
|
0.618 |
578.62 |
|
1.000 |
577.30 |
|
1.618 |
575.17 |
|
2.618 |
571.72 |
|
4.250 |
566.09 |
|
|
| Fisher Pivots for day following 19-Sep-1995 |
| Pivot |
1 day |
3 day |
| R1 |
583.63 |
583.54 |
| PP |
583.05 |
582.88 |
| S1 |
582.48 |
582.22 |
|